I was mistaken.about the formula for the variance of the DIFFERENCE between two least-square means (LSMs). When you want to obtain the variance of the SUM of two LSMs, you should ADD the variances for each LSM AND the two (identical) covariances between the two LSMs: VAR(LSM1 + LSM2) = VAR(LSM1) + VAR(LSM2) + 2*COVAR(LSM1, LSM2). The standard error of the SUM of two LSMs is the square root of VAR(LSM1 + LSM2). When you want to obtain the variance of the DIFFERENCE between the two LSMs (as you wanted), you should add the variances for each LSM and, from this sum, SUBTRACT the two (identical) covariances between the two LSMs: VAR(LSM1 - LSM2) = VAR(LSM1) + VAR(LSM2) - 2*COVAR(LSM1, LSM2). The standard error of the DIFFERENCE between two LSMs is the square root of VAR(LSM1 - LSM2). For example, from the table of the variance-covariance matrix you show using the option, COV, in the LSMEANS statement, the variance of the LSM for a_COMBO=0 equals 0.6041, the variance of the LSM for a_COMBO=1 equals 0.6063, and the covariance between these two LSMs equals 0.5949. Thus, the variance of the DIFFERENCE between these two LSMs equals 0.6041 + 0.6063 - 2* 0.5949 = 0.0206. The standard error of this DIFFERENCE equals the square root of this variance (0.0206) = 0.1435. The variance of the DIFFERENCE between the LSM, b_VALVE=0, and the LSM, b_VALVE=1, equarls 0.6001 + 0.6027 - 2*0.5947 = 0.0134. The standard error of this DIFFERENCE equals the square root of this variance (0.0134) = 0.1158. And so on.
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